Pain is a complex multidimensional feeling combined with sensorial and emotional features. The majority of patients undergoing orthodontic treatment report various degrees of pain, which is perceived as widely variable between individuals, even when the stimulus is the same. Orthodontic pain is considered the main cause of poor-quality outcomes, patients’ dissatisfaction, and lack of collaboration up to the interruption of therapy. A deep understanding of pain and how it influences a patient’s daily life is fundamental to establishing proper therapeutic procedures and obtaining the correct collaboration. Because of its multifaced and subjective nature, pain is a difficult dimension to measure. The use of questionnaires and their relative rating scales is actually considered the gold standard for pain assessment. Choosing the most appropriate instrument for recording self-reported pain depends on a patient’s age and cognitive abilities. Although several such scales have been proposed, and a lot of them are applied, it remains uncertain which of these tools represents the standard and performs the most precise, universal, and predictable task. This review aims to give an overview of the aspects which describe pain, specifically the pain experienced during orthodontic treatment, the main tool to assess self-perceived pain in a better and more efficient way, the different indications for each of them, and their correlated advantages or disadvantages.